September 30th, 2011, 12:19 pm
QuoteOriginally posted by: kimosabeQuoteOriginally posted by: semanticumI did a short summary of this discussion in this Google Doc:qFin SummaryAnyone with the link above can modify it. Please feel free to update and extend this document as it is far from being complete.DominikKimosabe like qFin, but Mr. Google say too many white men take name already. I looked at quafin, but the urban dictionary gives: when your boys get to hype and start talking reckless. That may indeed turn out to be an appropriate name. At BofA Peter Carr came up with the name QED for our group: Quantitative Equity Derivatives. qedlib.com is available, but this library is not only about equity derivatives.Maybe naflib? It reflects the layers of the project numerics, analytics, and finance. I call my homegrown library fms - finance, mathematics, software. One thing I think should definitely go in the charter is 'eschew complexity'. It is a constant struggle to keep things simple. Let's to stick to a tight, clean core and provide a mechanism for people to fork off on their own, see how things work out, then fold the good stuff back into the core. Hg and git seem to be good choices for doing this.I like QED, but: Quantitative Engine DevelopmentMy other favorite is naflib.Dominik